"This is surreal," said Shonda Rhimes, executive producer of the ABC hit, said when accepting the award.
Actors portraying a doctor and a detective picked up Golden Globe statuettes for best performances in a television drama.
Kyra Sedgwick received her first Golden Globe in four nominations as a Southern detective transplanted to Los Angeles in TNT's police drama "The Closer."
"I am completely in awe," she said, calling work on "The Closer" "an amazing gift, an unexpected gift."
The Golden Globe are given by the Hollywood Foreign Press Association. This year's ceremony was at The Beverly Hilton.